+286.5%
MXL vs FIVE
+486.0%
-199.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.3% | +8.7% |
| 7D | +19.0% | +1.7% | +17.3% | +18.1% |
| 30D | +4.5% | +5.0% | -0.5% | +2.0% |
| 3M | -1.5% | +29.5% | -31.0% | -12.3% |
| 6M | +348.6% | +12.4% | +336.2% | +314.7% |
| YTD | +310.3% | +31.2% | +279.1% | +254.3% |
| 1Y | +344.7% | +72.9% | +271.9% | +241.9% |
| 3Y | +211.2% | +53.0% | +158.2% | +126.7% |
| 5Y | +34.8% | +34.2% | +0.7% | +1.6% |
| 10Y | +286.5% | +497.6% | -211.1% | +80.2% |
| All | +286.5% | +486.0% | -199.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling